-74.7%
GRAB vs AON
+54.7%
-129.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.2% |
| 7D | -12.0% | -5.9% | -6.1% | -10.7% |
| 30D | -19.5% | -13.7% | -5.9% | -16.8% |
| 3M | -8.0% | -8.3% | +0.3% | -6.2% |
| 6M | -22.2% | -3.6% | -18.6% | -21.8% |
| YTD | -39.7% | -12.4% | -27.3% | -38.2% |
| 1Y | -43.2% | -14.6% | -28.6% | -41.5% |
| 3Y | -19.1% | -5.7% | -13.4% | -19.1% |
| 5Y | -72.0% | +9.1% | -81.1% | -73.7% |
| All | -74.7% | +54.7% | -129.4% | -76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AON wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling